| S/K | vol | delta | gamma | theta | vega | |
|---|---|---|---|---|---|---|
| 199 | 3.0 | 96.0 | 0.947853 | 0.000370 | -15.356777 | 31.993286 |
| 199 | 3.0 | 97.0 | 0.947125 | 0.000371 | -15.688671 | 32.347776 |
| 199 | 3.0 | 98.0 | 0.946414 | 0.000371 | -16.019079 | 32.691999 |
| 199 | 3.0 | 99.0 | 0.945721 | 0.000371 | -16.347914 | 33.026090 |
| 199 | 3.0 | 100.0 | 0.945047 | 0.000371 | -16.675092 | 33.350185 |